Soc. Generale Call 460 ZURN 20.12.2024
/ DE000SW984K7
Soc. Generale Call 460 ZURN 20.12.../ DE000SW984K7 /
| 17/09/2024 09:35:27 |
Chg.+0.49 |
Bid22:00:35 |
Ask22:00:35 |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.29EUR |
+8.45% |
-
Bid Size: - |
-
Ask Size: - |
ZURICH INSURANCE N |
460.00 CHF |
20/12/2024 |
Call |
Master data
| WKN: |
SW984K |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
ZURICH INSURANCE N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
460.00 CHF |
| Maturity: |
20/12/2024 |
| Issue date: |
13/05/2024 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
8.64 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.82 |
| Intrinsic value: |
5.25 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.15 |
| Parity: |
5.25 |
| Time value: |
1.02 |
| Break-even: |
551.82 |
| Moneyness: |
1.11 |
| Premium: |
0.02 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.04 |
| Spread %: |
0.64% |
| Delta: |
0.84 |
| Theta: |
-0.12 |
| Omega: |
7.23 |
| Rho: |
1.01 |
Quote data
| Open: |
6.29 |
| High: |
6.29 |
| Low: |
6.29 |
| Previous Close: |
5.80 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+25.05% |
| 1 Month |
|
|
+90.03% |
| 3 Months |
|
|
+92.35% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.80 |
4.89 |
| 1M High / 1M Low: |
5.80 |
3.41 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.34 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
4.41 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
87.89% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
